Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
12,303 documents
This strategy builds a trend line that advances in ATR-sized steps. It switches between faster and slower step sizes according to how far price has moved from the line, and changes trend direction when price crosses the line by a reversal threshold measured…
This indicator estimates a set of intraday price levels from the absolute percentage changes between recent daily opens. Users can choose an average based on five, ten, or twenty daily changes and scale it with a target multiple. The resulting estimate is…
This chart indicator builds a visual grid from detected price pivots and historical swings. It keeps separate pivot data for bullish and bearish moves, then uses configurable percentiles to show levels associated with the distribution of prior reversals.…
This indicator builds a histogram of risk readings collected across a selected portion of chart history. Users can choose among absolute log-return size, ATR as a fraction of price, downside return magnitude, drawdown from a period or rolling high, a…
The strategy is presented as a layered system that combines market regime, directional bias, momentum, and price structure. Its configurable components include ADX and ATR regime measures, moving averages for directional bias, RSI and MACD momentum signals,…
This indicator builds its own Renko price series while running on a time-based chart, then calculates RSI from changes in the synthetic brick closes. Brick size can be fixed or based on ATR, and users can choose closing prices or high-low data as the input.…
The strategy standardizes three inputs—rate of change, RSI, and relative volume—over a shared lookback, then combines them with configurable weights into a composite score. An EMA-like smoother adjusts its length using the ATR percentile rank: it responds…
This indicator defines trend direction with a moving average surrounded by bands based on exponentially smoothed absolute deviation. The average type, source price, lookback length, and deviation multiplier are configurable. A bullish state begins when the…
This scalping strategy offers four selectable entry methods: moving-average crossovers, mean reversion from session VWAP, Heikin-Ashi direction confirmed by RSI, and short-term higher-high or lower-low structure. An efficiency-ratio filter classifies market…
This strategy combines a long-term trend filter with a compression condition and directional expansion signals. It classifies the trend using price and a faster moving average relative to a slower moving average, then defines a narrow state by the percentage…
KCGmut combines a Donchian-range center-of-gravity zone with ATR-spaced outer channel bands. Its lookback is assigned according to chart timeframe, and its channel width and inner COG width are displayed as percentages of the range midpoint. Price above,…
This indicator combines a custom LOWESS smoother with a volatility-adaptive Gaussian moving average. Its Gaussian calculation uses ATR and close-price standard deviation to adjust weighting, then applies LOWESS smoothing. The smoothed line’s direction,…
This indicator divides the day into configurable sessions, including Asia, London, and segments of the New York day, and records session range and other price-structure observations. Its dashboard can compare average range relative to daily ATR, volume…
This long-only strategy enters when price makes a new high relative to either a rolling all-time-high proxy or a 52-week high calculated from weekly data. Each breakout condition can be enabled independently, and the strategy enters only when it has no open…
This strategy generates directional signals when a configurable short moving average crosses a longer one. It supports simple, exponential, and smoothed moving averages. The crossover is filtered by several conditions: Bollinger Band width relative to ATR,…
This indicator converts rolling standard deviation estimates into candle-shaped plots. It calculates the standard deviation separately for the open, high, low, and close price series over a configurable lookback, then applies a scale factor to the resulting…
This strategy uses a configurable moving average as its trend reference and places upper and lower bands at a multiple of ATR. A trend is confirmed after price remains beyond a band for the required consecutive bars, with confirmation based on either closes…
This long-only trend-following method places a stop entry at the latest qualifying Williams fractal high. A fractal is considered valid when it lies above the Alligator teeth line, calculated from a smoothed price average. The strategy also calculates the…
The ATR Rope indicator filters small price fluctuations by moving a central line only when price travels beyond a threshold based on average true range. Its upper and lower channel boundaries show that threshold. The rope changes color with its direction,…
This strategy defines a sideways regime by combining three filters: ADX below a ceiling, RSI inside a middle band, and Bollinger Band width below a percentage threshold. When all conditions hold and no position is open, it enters a long position as a proxy…
This indicator constructs Renko-style bricks over ordinary chart candles to emphasize price movement while filtering out smaller fluctuations. Brick size can be fixed, based on average true range, scaled fractions of that measure, or set as a percentage of…
This indicator applies Stochastic Momentum Index calculations to Money Flow Index data, combining price-range momentum with a measure that uses price and volume. It provides separate settings for the oscillator and its signal line, including their sources,…
The indicator measures the absolute gap between a fast and a slow moving average, using either simple or exponential averages. It plots that gap as a histogram and compares it with several thresholds: a percentage of average true range, a moving average of…
This script measures the gap between price relative to the latest confirmed pivot high and pivot low. It offers three signal modes: breakout from a squeeze, a moving average crossing zero, or a fast moving average crossing a slow one. Squeeze and breakout…